The unrealistic aspect of that backtest is the total leverage - the algorithm ends up borrowing something like $700k on an initial balance of $10k. Why not pre

The unrealistic aspect of that backtest is the total leverage - the algorithm ends up borrowing something like $700k on an initial balance of $10k. Why not prevent this borrowing in the backtest? Quantopian's philosophy is to report the results, rather than block you from trying outrageous scenarios. Backtests are not predictive; they are a tool to investigate the behavior of your algorithm.